Skip to Content

Our People

Our researchers

Co-directors

Our researchers

  • Professor Jeffrey Sheen

    Professor, Jeffrey Sheen,

    Areas of Expertise:

    • International Economics
    • Macroeconomics
    • Labour
    • International Finance

  • Professor Lance Fisher

    Professor, Lance Fisher,

    Areas of Expertise:

    • Macroeconomics,
    • Time Series Econometrics

  • Dr Lorenzo Casavecchia

    Dr, Lorenzo Casavecchia,

    Areas of Expertise:

    • Investments
    • Delegated Portfolio Management
    • Corporate Finance
    • Financial Economics

  • Professor Gary Tian

    Professor, Gary Tian,

    Areas of Expertise:

    • Political connections, uncertainty and corruption
    • CEO compensation/turnover
    • State ownership and family control
    • Audit opinions and auditor choice
    • Bank loans and Trade credit
    • Investment efficiency and Mergers and Acquisitions
    • Chinese capital markets

  • Professor Pavel Shevchenko

    Professor, Pavel Shevchenko,

    Areas of Expertise:

    • risk management
    • financial mathematics
    • insurance mathematics
    • operational risk, credit risk, portfolio asset allocation
    • pricing financial derivatives
    • mortality modelling and retirement income products
    • claims reserving, modelling commodities and FX markets
    • modelling extreme events, dependence modelling, state-space models
    • Monte Carlo methods, optimal stochastic control

  • Professor David Pitt

    Professor, David Pitt,

    Areas of Expertise:

    • Income protection insurance
    • Model selection with actuarial applications
    • Linear modelling with actuarial applications

  • Doctor Lurion De Mello

    Doctor, Lurion De Mello,

    Areas of Expertise:

    • Energy Economics
    • Financial Economics
    • Investments
    • Econometrics of Financial Markets

  • Doctor Chi Truong

    Doctor, Chi Truong,

    Areas of Expertise:

    • Catastrophic Risk Modelling
    • Real Option Analysis
    • Environmental and Resource Economics
    • Financial Risk Modelling

  • Ms Shauna Ferris

    Ms, Shauna Ferris ,

    Areas of Expertise:

    • Applied Finance and Actuarial Studies
    • Underwriting
    • Risk classification and discrimination
    • Adverse selection
    • Superannuation
    • Financial reinsurance

  • Doctor Egon Kalotay

    Doctor, Egon Kalotay,

    Areas of Expertise:

    • Accounting and Corporate Governance
    • Asset pricing
    • Derivatives
    • Credit risk management

  • Geoffrey F. Loudon

    , Geoffrey F. Loudon,

    Areas of Expertise:


  • Doctor Jiwook Jang

    Doctor, Jiwook Jang,

    Areas of Expertise:

    • Financial and insurance risks
    • catastrophe insurance modelling
    • financial derivatives pricing

  • Associate Professor Roselyne Joyeux

    Associate Professor, Roselyne Joyeux,

    Areas of Expertise:

    • Econometrics
    • Non stationary time series analysis

  • George Milunovich

    , George Milunovich,

    Areas of Expertise:


  • Professor Leonie Tickle

    Professor, Leonie Tickle,

    Areas of Expertise:

    • mortality forecasting
    • mortality modelling and analysis
    • longevity risk and insurance

  • Associate Professor Sean Turnell

    Associate Professor, Sean Turnell,

    Areas of Expertise:

    Sean Turnell will be away from the University for an extended period after taking up the post of senior economic advisor to the government of Myanmar (Burma).

    • Expert on Burma, the use of economic sanctions. Has advised the US Congress on the Burma situation
    • Australian Banks in Asia

  • Associate Professor Xian Zhou

    Associate Professor, Xian Zhou,

    Areas of Expertise:

    • Risk theory
    • survival analysis
    • loss models
    • credibility theory

  • Professor Geoff Kingston

    Professor, Geoff Kingston,

    Areas of Expertise:

    • macroeconomics
    • personal finance
    • international finance

  • Professor Piet de Jong

    Professor, Piet de Jong,

    Areas of Expertise:

    • financial risk
    • statistics
    • insurance mathematics
    • time series and forecasting
    • econometrics
    • mathematical psychology
    • quantitative ecology.

  • Dr. Christopher Heaton

    Dr., Christopher Heaton,

    Areas of Expertise:

    • Econometrics
    • Unemployment and the relationship between education and labour market outcomes
    • Education, immigration and labour markets

  • Associate Professor Sue Wright

    Associate Professor, Sue Wright,

    Areas of Expertise:

    • Financial Regulation
    • Financial Analysis
    • Corporate Governance
    • Banking in Australia

  • Mr Jim Farmer

    Mr, Jim Farmer  ,

    Areas of Expertise:


  • Doctor Sachi Purcal

    Doctor, Sachi Purcal,

    Areas of Expertise:


  • Doctor Mehdi Sadeghi

    Doctor, Mehdi Sadeghi,

    Areas of Expertise:

    • Capital market
    • Emerging markets finance
    • Islamic banking and finance

  • Timothy Kyng

    , Timothy Kyng,

    Areas of Expertise:

    • Financial decision making
    • Valuation of complex financial contracts
    • Finance education
    • Executive share option valuation
    • Application of mathematics and statistics to finance
    • Insurance and actuarial science

  • Doctor Ryle Perera

    Doctor, Ryle Perera ,

    Areas of Expertise:

    • Mathematical Finance
    • Stochastic Control
    • Financial Engineering

  • Dr Shuping Shi

    Dr, Shuping Shi,

    Areas of Expertise:


  • Doctor Andreas Hellmann

    Doctor, Andreas Hellmann,

    Areas of Expertise:

    • Behavioural accounting
    • Neuroaccounting
    • International accounting
    • Accounting in Germany

Visitors

Research fellows

  • Dr James McCulloch. Dr McCulloch's research interests include modelling dependencies between risks, optimal value-weighted stock trades, and downside protection strategies for managed funds. His research draws on experience gained from senior quantitative roles in leading financial institutions.
  • Dr Chi Truong. Dr Truong's project aims to evaluate strategies for local governments to adapt to increased frequency and severity of catastrophes due to climate change. The first step is to quantify the risk of climate change impacts using climate risk models and financial data (e.g. property insurance claims) for a selected region. His ultimate goal is to find the optimal adaptation strategy to mitigate the risks of climate change for the local government.

Honorary Professors and Fellows

  • Doctor Yuri Salazar

    Doctor Yuri Salazar,

    Areas of Expertise:

    • Dependence analysis using copulas
    • Tail dependence and extreme value theory
    • Portfolio optimization and asset allocation
    • Credit risk and default probabilities

  • Visitors

    PhD Students

      PhD Student Name of Project
    Female silhouette Chen, Xiaomeng    Understanding Sources of Accuracy and Inaccuracy in Australian Analysts Earnings Forecasts.   
    Male Silhouette Choy, Boris Practical Methodologies for Loss Reserving and Aggregate Reserves in Insurance Using Copulas 
    Female silhouette Chugh, Shrutika The Regulation of Disclosure and the Competitiveness of Securities Exchanges   
    Female silhouette Cotton, Deborah Analysis of the Relative Efficiencies of Alternative Trading Architectures/ Platforms in Terms of GHG Emissions Valuation 
    Lurion De Mello De Mello, Lurion The Globalisation of Natural Gas Markets
    Male Silhouette Gupta, Rakesh International diversification in emerging equity markets of Australian portfolios   
    Mohamed Haniffa Haniffa, Mohamed Volatility and stock return-A comprehensive study of Colombo stock exchange
    Katja Ignatieva Ignatieva, Katja Derivative pricing, empirical research in derivative markets, asset pricing, financial econometrics, Markov Chain Monte Carlo (MCMC) methods in finance, international macroeconomics and finance, risk management with copulae, energy markets
    Male Silhouette Inchauspe, Julian Microeconomic Foundations of Currency Crises
    Raymond Li Li, Raymond Energy Resources Pricing and Market Structure
    Alexander Proimos Proimos, Alexander Asset Allocation and Portfolio Performance
    Female silhouette Vu Thu Ha   

    Assessing Efficiency and Productivity of Banks in Vietnam:Application of Parametric and Non-parametric Techniques   

    Ben Wang Wang Zhe (Ben) Productivity in the Context of Aging Population.
    Jackie Weng

    Weng Haijie (Jackie)

    Return Based Analysis and Value at Risk of Asia-Focused Hedge Funds

    Professional staff